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~subject:"Volatilität"
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Stochastic volatility
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Volatilität
Theorie
62
Theory
62
Estimation theory
57
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57
Volatility
52
Time series analysis
45
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45
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42
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42
Econometrics
34
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33
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31
economic models
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27
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27
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23
Africa
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stochastic volatility
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English
41
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Shephard, Neil G.
39
Barndorff-Nielsen, Ole E.
14
Sheppard, Kevin
7
Chib, Siddhartha
6
Andersen, Torben
4
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Shephard, Neil
2
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Engle, Robert F.
1
Graversen, Svend Erik
1
Hoyle, Edward
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1
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Nuffield College
4
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
Oxford Financial Research Centre
1
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Economics discussion papers
9
Journal of econometrics
7
Department of Economics discussion paper series / University of Oxford
3
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3
Advanced texts in econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advances in economics and econometrics ; Vol. 3
1
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Handbook of financial time series
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ECONIS (ZBW)
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Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil G.
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
3
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
4
The econometrics of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
5
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
6
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
7
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
8
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
9
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
10
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984062
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